DSGE models estimation

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Documentation for package ‘gEcon.estimation’ version 0.1.0

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gecon.estimation-package Dynamic stochastic general equilibrium (DSGE) models estimation
bayesian_estimation Bayesian estimation of DSGE models
create_mcmc.list Create an object of 'mcmc.list' class
estimated_model Example estimated DSGE model
example_estimation_data Example data generated from DSGE model
example_estimation_result Example 'gecon_estimation_results' object
forecast DSGE model-based forecasting
forecast_posterior DSGE model-based forecasting using posterior distribution
gecon_estimation_results-class DSGE model estimation results
gecon_prior Constructor for the 'gecon_prior' class
gecon_prior-class S4 class to represent the prior distributions for model parameters
get_chain Retrieving the specific MCMC chain from the 'gecon_estimation_results' class objects
get_chains Retrieving the MCMC chains from the 'gecon_estimation_results' class objects
get_estimated_par Retrieve model parameters based on estimation results
get_optimisation_statistics Likelihood / posterior kernel optimisation statistics
get_posterior_statistics Retrieving the posterior distribution statistics
ml_estimation Maximum likelihood estimation of DSGE models
plot_forecast Plot DSGE model forecast
plot_posterior Plot posterior distributions
plot_prior Plot prior distributions
plot_shock_decomposition Plot shock decomposition
print-method These methods print information about objects of the 'gecon_estimation_results' and 'gecon_prior' classes.
print-methods These methods print information about objects of the 'gecon_estimation_results' and 'gecon_prior' classes.
shock_decomposition Historical decomposition of the model variables
show-method These methods print general information about objects of the 'gecon_estimation_results' and 'gecon_prior' classes.
show-methods These methods print general information about objects of the 'gecon_estimation_results' and 'gecon_prior' classes.
smoother Kalman smoother for DSGE models
summary-method These methods summarise information about objects of 'gecon_estimation_results' and 'gecon_prior' classes.
summary-methods These methods summarise information about objects of 'gecon_estimation_results' and 'gecon_prior' classes.